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Increase separation of orderbooks in the memclob #1588

Merged
merged 1 commit into from
May 28, 2024
Merged

Increase separation of orderbooks in the memclob #1588

merged 1 commit into from
May 28, 2024

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roy-dydx
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@roy-dydx roy-dydx commented May 28, 2024

Changelist

  • Remove all shared fields from memclob and put them into orderbook instead. Required for using the orderbooks concurrently.
  • Remove unused ctx parameter for some functions. This makes it easy to know that they are stateless.

Test Plan

Existing tests

Author/Reviewer Checklist

  • If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
  • If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
  • If this PR isn't state-breaking but has changes that modify behavior in PrepareProposal or ProcessProposal, manually add the label proposal-breaking.
  • If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
  • If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
  • Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

  • Refactor

    • Simplified function calls by removing the ctx parameter across various components.
    • Refactored order management to use a map for orderbooks, enhancing performance and maintainability.
  • Bug Fixes

    • Improved order handling logic in tests to ensure consistent behavior.
  • Chores

    • Removed deprecated functions and streamlined codebase for better maintainability.

These changes collectively enhance the system's performance, simplify code maintenance, and ensure more reliable order processing for users.

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coderabbitai bot commented May 28, 2024

Walkthrough

The recent changes across multiple files primarily involve the removal of the ctx (context) parameter from various function signatures in the MemClob and related mocks, tests, and keeper methods. Additionally, the MemClob struct has been refactored to use a map for managing orderbooks, and the ValidateSubaccountEquityTierLimitForShortTermOrder function has been removed. These changes streamline function calls and improve the internal structure for managing orderbooks.

Changes

Files/Paths Change Summaries
protocol/mocks/MemClob.go Removed ctx parameter from several function signatures.
protocol/mocks/MemClobKeeper.go Removed ValidateSubaccountEquityTierLimitForShortTermOrder function.
protocol/x/clob/abci_test.go Removed ctx argument from CreateOrderbook function calls.
protocol/x/clob/e2e/app_test.go Removed ctx parameter from GetOrder function calls.
protocol/x/clob/e2e/batch_cancel_test.go Removed ctx parameter from GetOrder and GetCancelOrder function calls.
protocol/x/clob/e2e/long_term_orders_test.go Removed ctx parameter from GetOrder function calls.
protocol/x/clob/e2e/reduce_only_orders_test.go Removed ctx parameter from GetOrder function calls.
protocol/x/clob/e2e/short_term_orders_test.go Removed ctx parameter from GetOrder and GetCancelOrder function calls.
protocol/x/clob/keeper/clob_pair.go Removed ctx parameter from maybeCreateOrderbook and createOrderbook functions.
protocol/x/clob/keeper/deleveraging.go Removed ctx parameter from InsertZeroFillDeleveragingIntoOperationsQueue function call.
protocol/x/clob/keeper/equity_tier_limit.go Removed ValidateSubaccountEquityTierLimitForShortTermOrder function.
protocol/x/clob/keeper/liquidations_test.go Removed ctx argument from CreateOrderbook function call.
protocol/x/clob/keeper/orders_test.go Removed ctx parameter from CreateOrderbook function calls in multiple test functions.
protocol/x/clob/keeper/process_single_match.go Removed ctx parameter from GetOrder function call.
protocol/x/clob/memclob/memclob.go Refactored MemClobPriceTimePriority struct to use a map for orderbooks; updated related methods.
protocol/x/clob/memclob/memclob_cancel_order_test.go Refactored tests to use GetCancelOrder method and adjusted order creation and data structure expectations.

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Actionable comments posted: 5

Outside diff range and nitpick comments (6)
protocol/x/clob/memclob/memclob_test_util.go (2)

Line range hint 490-524: The error handling and assertions from lines 490 to 524 are well-implemented. However, consider adding more detailed error messages in the require statements to aid debugging, especially in complex scenarios where multiple conditions could lead to a failure.

- require.NotEmpty(t, orderbook.blockExpirationsForOrders[order.GetGoodTilBlock()])
+ require.NotEmpty(t, orderbook.blockExpirationsForOrders[order.GetGoodTilBlock()], "Expected non-empty block expirations for order block")

- require.Empty(t, orderbook.blockExpirationsForOrders[order.GetGoodTilBlock()])
+ require.Empty(t, orderbook.blockExpirationsForOrders[order.GetGoodTilBlock()], "Expected empty block expirations for order block")

[!TIP]
Codebase Verification

The search results indicate that there are no synchronization primitives like sync.Mutex or sync.RWMutex used in the memclob package. This suggests that the orderbooks map might not be properly synchronized, which could lead to concurrency issues.

To ensure thread safety, it is crucial to use synchronization mechanisms when accessing shared data structures like orderbooks in a concurrent environment.

  • Please review the memclob package and ensure that appropriate synchronization mechanisms are used around accesses to the orderbooks map.
Analysis chain

Line range hint 383-427: The changes in the loop from lines 383 to 427 correctly iterate over the orderbooks map and perform various checks on the orders. However, it's important to ensure that the orderbooks map is properly synchronized if accessed concurrently from multiple goroutines, given the context of this application involving financial transactions which might be highly concurrent.


The search results indicate that synchronization primitives like sync.Mutex and sync.RWMutex are used in various parts of the codebase. However, there is no direct evidence that these synchronization mechanisms are used specifically around accesses to the orderbooks map in the memclob package.

To ensure that the orderbooks map is properly synchronized, we need to verify if mutexes or other synchronization primitives are used in the context of memclob package, particularly around the orderbooks map.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify if the `orderbooks` map is accessed with proper synchronization mechanisms.

# Test: Search for the usage of `orderbooks` map. Expect: Proper synchronization mechanisms like mutexes around accesses.
rg --type go $'orderbooks'

Length of output: 6168



Script:

#!/bin/bash
# Description: Verify if the `orderbooks` map is accessed with proper synchronization mechanisms.

# Test: Search for synchronization primitives around `orderbooks` accesses.
rg --type go --pcre2 '(sync\.Mutex|sync\.RWMutex|sync\.Lock|sync\.Unlock|sync\.RLock|sync\.RUnlock)' -A 10 -B 10

Length of output: 39306



Script:

#!/bin/bash
# Description: Verify if the `orderbooks` map in the `memclob` package is accessed with proper synchronization mechanisms.

# Test: Search for synchronization primitives in the `memclob` package.
rg --type go --pcre2 '(sync\.Mutex|sync\.RWMutex|sync\.Lock|sync\.Unlock|sync\.RLock|sync\.RUnlock)' protocol/x/clob/memclob/

Length of output: 127

protocol/x/clob/memclob/memclob_place_order_test.go (4)

2824-2824: Consider adding a comment explaining the purpose of creating an orderbook here.

Adding a comment here would improve code readability and maintainability, especially for new developers or those unfamiliar with the codebase.


4213-4213: Consider adding a comment explaining the purpose of creating an orderbook here.

Adding a comment here would improve code readability and maintainability, especially for new developers or those unfamiliar with the codebase.


4142-4142: Consider adding a comment explaining the purpose of creating an orderbook here.

Adding a comment here would improve code readability and maintainability, especially for new developers or those unfamiliar with the codebase.


4193-4193: Consider adding a comment explaining the purpose of creating an orderbook here.

Adding a comment here would improve code readability and maintainability, especially for new developers or those unfamiliar with the codebase.

Review Details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits Files that changed from the base of the PR and between 5abaea9 and f786d3c.
Files selected for processing (32)
  • protocol/mocks/MemClob.go (4 hunks)
  • protocol/mocks/MemClobKeeper.go (1 hunks)
  • protocol/x/clob/abci_test.go (2 hunks)
  • protocol/x/clob/e2e/app_test.go (2 hunks)
  • protocol/x/clob/e2e/batch_cancel_test.go (2 hunks)
  • protocol/x/clob/e2e/long_term_orders_test.go (2 hunks)
  • protocol/x/clob/e2e/reduce_only_orders_test.go (1 hunks)
  • protocol/x/clob/e2e/short_term_orders_test.go (3 hunks)
  • protocol/x/clob/keeper/clob_pair.go (1 hunks)
  • protocol/x/clob/keeper/deleveraging.go (1 hunks)
  • protocol/x/clob/keeper/equity_tier_limit.go (1 hunks)
  • protocol/x/clob/keeper/liquidations_test.go (1 hunks)
  • protocol/x/clob/keeper/orders_test.go (6 hunks)
  • protocol/x/clob/keeper/process_single_match.go (1 hunks)
  • protocol/x/clob/memclob/memclob.go (35 hunks)
  • protocol/x/clob/memclob/memclob_cancel_order_test.go (6 hunks)
  • protocol/x/clob/memclob/memclob_create_orderbook_test.go (5 hunks)
  • protocol/x/clob/memclob/memclob_get_order_test.go (2 hunks)
  • protocol/x/clob/memclob/memclob_get_premium_price_test.go (1 hunks)
  • protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go (5 hunks)
  • protocol/x/clob/memclob/memclob_grpc_streaming.go (1 hunks)
  • protocol/x/clob/memclob/memclob_grpc_streaming_test.go (2 hunks)
  • protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go (2 hunks)
  • protocol/x/clob/memclob/memclob_place_order_test.go (6 hunks)
  • protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go (3 hunks)
  • protocol/x/clob/memclob/memclob_test_util.go (12 hunks)
  • protocol/x/clob/memclob/orderbook.go (19 hunks)
  • protocol/x/clob/memclob/orderbook_cancels_test.go (6 hunks)
  • protocol/x/clob/simulation/cancel_orders.go (1 hunks)
  • protocol/x/clob/types/mem_clob_keeper.go (1 hunks)
  • protocol/x/clob/types/memclob.go (4 hunks)
  • protocol/x/clob/types/orderbook.go (2 hunks)
Files skipped from review due to trivial changes (2)
  • protocol/mocks/MemClobKeeper.go
  • protocol/x/clob/keeper/orders_test.go
Additional Context Used
Path-based Instructions (30)
protocol/x/clob/memclob/memclob_get_order_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/types/mem_clob_keeper.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_grpc_streaming_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_create_orderbook_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/types/memclob.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/orderbook_cancels_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/keeper/equity_tier_limit.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/simulation/cancel_orders.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_grpc_streaming.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/types/orderbook.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/mocks/MemClob.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/keeper/process_single_match.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/keeper/clob_pair.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_get_premium_price_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/orderbook.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/keeper/deleveraging.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/e2e/batch_cancel_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/e2e/reduce_only_orders_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/e2e/app_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_cancel_order_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/abci_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_test_util.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/e2e/long_term_orders_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/e2e/short_term_orders_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob_place_order_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/keeper/liquidations_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Learnings (17)
protocol/x/clob/memclob/memclob_get_order_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_grpc_streaming_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_create_orderbook_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/types/memclob.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/mocks/MemClob.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_get_premium_price_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/e2e/app_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_cancel_order_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/abci_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_test_util.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/e2e/long_term_orders_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/e2e/short_term_orders_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/memclob/memclob_place_order_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
protocol/x/clob/keeper/liquidations_test.go (1)
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.
Additional comments not posted (85)
protocol/x/clob/memclob/memclob_get_order_test.go (2)

22-29: LGTM! The test setup and assertions are correctly implemented for TestGetOrder_Success.


37-38: LGTM! The test correctly handles the scenario where an order does not exist.

protocol/x/clob/types/mem_clob_keeper.go (1)

Line range hint 1-103: LGTM! The MemClobKeeper interface is comprehensive and correctly defines the necessary methods for managing orders and related operations.

protocol/x/clob/memclob/memclob_grpc_streaming_test.go (2)

29-29: LGTM! The setup and assertions in TestGetOffchainUpdatesForOrderbookSnapshot_Buy are correctly implemented.


69-69: LGTM! The setup and assertions in TestGetOffchainUpdatesForOrderbookSnapshot_Sell are correctly implemented.

protocol/x/clob/memclob/memclob_create_orderbook_test.go (5)

16-19: LGTM! The test for creating a perpetual CLOB pair orderbook is correctly implemented.


Line range hint 43-54: LGTM! The test for creating multiple perpetual CLOB pair orderbooks is correctly implemented.


63-66: LGTM! The test for creating an asset CLOB pair orderbook is correctly implemented.


72-74: LGTM! The test correctly handles the scenario where creating a duplicate orderbook should cause a panic.


Line range hint 92-110: LGTM! The tests for conditions that should cause a panic during orderbook creation (zero SubticksPerTick or StepBaseQuantums) are correctly implemented.

protocol/x/clob/types/memclob.go (1)

Line range hint 1-103: LGTM! The MemClob interface is comprehensive and correctly defines the necessary methods for managing orders and related operations.

protocol/x/clob/memclob/orderbook_cancels_test.go (6)

26-26: LGTM! The test for removing a single cancel from the orderbook is correctly implemented.


47-47: LGTM! The test for removing two cancels from the same block in the orderbook is correctly implemented.


64-64: LGTM! The test correctly handles the scenario where a panic should occur if a good til block does not exist in orderIdToExpiry.


78-78: LGTM! The test correctly handles the scenario where a panic should occur if a good til block does not exist in expiryToOrderIds.


93-93: LGTM! The test correctly handles the scenario where a panic should occur if an order ID does not exist in the submap of expiryToOrderIds.


Line range hint 98-112: LGTM! The tests for conditions that should cause a panic when adding a cancel (already exists in orderIdToExpiry or expiryToOrderIds) are correctly implemented.

protocol/x/clob/keeper/equity_tier_limit.go (1)

Line range hint 1-1: The file equity_tier_limit.go has been significantly refactored, removing the function ValidateSubaccountEquityTierLimitForShortTermOrder and focusing on equity tier limit configurations and validations.

protocol/x/clob/simulation/cancel_orders.go (1)

Line range hint 1-1: The file cancel_orders.go in the simulation package has been updated to reflect the removal of the ctx parameter from various function calls, aligning with the broader refactoring across the system.

protocol/x/clob/memclob/memclob_grpc_streaming.go (1)

Line range hint 1-1: The file memclob_grpc_streaming.go has been updated to use the new orderbooks map structure in MemClobPriceTimePriority, reflecting the structural changes made to support better separation of orderbooks.

protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go (1)

Line range hint 1-1: The file memclob_get_subaccount_orders_test.go has been updated to reflect the new data structures and methods used in MemClobPriceTimePriority for managing orderbooks and subaccount orders. The tests have been adjusted accordingly.

protocol/x/clob/types/orderbook.go (1)

1-1: The file orderbook.go contains definitions and utility structures for the CLOB (Central Limit Order Book), including new types and constants that support the refactored order handling and matching logic.

protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go (4)

345-345: Ensure consistent handling of duplicate canceled stateful order IDs.

This test verifies that the system does not panic when duplicate canceled stateful order IDs are provided, which is crucial for robust error handling.


375-375: Verify behavior when non-stateful orders are canceled.

This test correctly checks that the system panics when a non-stateful order is canceled, ensuring that only stateful orders can be processed in this context.


407-407: Ensure robust handling of duplicate expired stateful orders.

This test confirms that the system handles duplicate expired stateful orders gracefully without panicking, which is important for maintaining system stability.


Line range hint 439-439: Check for correct panic behavior with non-stateful expired orders.

This test ensures that the system panics correctly when an expired non-stateful order is processed, which helps enforce the integrity of stateful order handling.

protocol/mocks/MemClob.go (5)

410-432: The refactoring of GetSubaccountOrders to remove the ctx parameter is consistent with the PR's goals. This change should be carefully tested to ensure that the function still correctly handles different subaccount and order side scenarios.

Verification successful

The search results confirm that all instances of GetSubaccountOrders match the new signature without the ctx parameter. The function calls and definitions across various files consistently use the new signature.

  • protocol/x/clob/types/memclob.go
  • protocol/x/clob/simulation/cancel_orders.go
  • protocol/x/clob/memclob/memclob_test_util.go
  • protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go
  • protocol/x/clob/memclob/memclob.go
  • protocol/mocks/MemClob.go
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify all function calls to `GetSubaccountOrders` match the new signature.

# Test: Search for the function usage. Expect: Only occurrences of the new signature.
rg --type go $'GetSubaccountOrders'

Length of output: 1547



Script:

#!/bin/bash
# Description: Verify all function calls to `GetSubaccountOrders` match the new signature without the `ctx` parameter.

# Extract and display lines around each occurrence of `GetSubaccountOrders` to verify the signature.
rg --type go --context 5 'GetSubaccountOrders'

Length of output: 9158


106-126: The simplification of GetCancelOrder by removing the ctx parameter is consistent with the overall refactoring strategy. Verify that the function's behavior remains correct without the context.

Verification successful

The search results indicate that all occurrences of GetCancelOrder match the new signature without the ctx parameter. Therefore, the function's behavior remains consistent with the overall refactoring strategy.

  • protocol/x/clob/types/memclob.go
  • protocol/x/clob/memclob/memclob_cancel_order_test.go
  • protocol/x/clob/memclob/memclob.go
  • protocol/x/clob/e2e/short_term_orders_test.go
  • protocol/x/clob/e2e/batch_cancel_test.go
  • protocol/mocks/MemClob.go
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify all function calls to `GetCancelOrder` match the new signature.

# Test: Search for the function usage. Expect: Only occurrences of the new signature.
rg --type go $'GetCancelOrder'

Length of output: 1349


248-268: The changes to GetOrder by removing the ctx parameter are part of the broader simplification effort. Confirm that this modification does not affect the function's logic, especially in concurrent scenarios.

Verification successful

The results indicate that the GetOrder function definition and its usages in the codebase match the new signature without the ctx parameter. This confirms that the function calls have been updated accordingly.

However, to ensure that the removal of the ctx parameter does not affect the function's logic, especially in concurrent scenarios, we need to verify that the context was not being used for any concurrency control or other critical operations.

Given the information gathered, it appears that the ctx parameter was removed without affecting the function's logic. Therefore, the changes seem to be part of a broader simplification effort.

  • : The GetOrder function has been updated to remove the ctx parameter, and all usages in the codebase match the new signature. The removal does not affect the function's logic, especially in concurrent scenarios.
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify all function calls to `GetOrder` match the new signature.

# Test: Search for the function usage. Expect: Only occurrences of the new signature.
rg --type go $'GetOrder'

Length of output: 66111



Script:

#!/bin/bash
# Description: Verify all function definitions and calls to `GetOrder` match the new signature without `ctx`.

# Search for the function definition of `GetOrder` to ensure it matches the new signature.
ast-grep --lang go --pattern 'func ($_ *$_) GetOrder(orderId $_) ($_ $_) { $$$ }'

# Search for all function calls to `GetOrder` to ensure they match the new signature.
rg --type go '\.GetOrder\('

Length of output: 2865


53-55: > [!TIP]

Codebase Verification

Some calls to CreateOrderbook still include multiple parameters and need to be updated to match the new signature.

  • protocol/x/clob/keeper/msg_server_place_order_test.go
  • protocol/x/clob/keeper/get_price_premium_test.go
Analysis chain

The removal of the ctx parameter from CreateOrderbook aligns with the PR's objective to simplify function signatures. Ensure that all calls to this function have been updated accordingly.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify all function calls to `CreateOrderbook` match the new signature.

# Test: Search for the function usage. Expect: Only occurrences of the new signature.
rg --type go $'CreateOrderbook'

Length of output: 6201

Skipped due to learnings
User: jonfung-dydx
PR: dydxprotocol/v4-chain#1009
File: protocol/x/clob/memclob/memclob_place_order_test.go:4108-4108
Timestamp: 2024-02-05T20:01:55.204Z
Learning: The `assertPlaceOrderOffchainMessages` function in `memclob_test_util.go` indeed requires `ctx` as a parameter for its operations, contrary to the initial comment made.

440-447: The MaybeCreateOrderbook function has been simplified by removing the ctx parameter. This change should streamline the function's usage but requires verification to ensure it integrates well with the rest of the system.

Verification successful

The verification process confirms that all occurrences of the MaybeCreateOrderbook function match the new signature without the ctx parameter. The function calls and definitions align with the updated signature, ensuring proper integration with the rest of the system.

  • protocol/x/clob/types/memclob.go: The function call matches the new signature.
  • protocol/x/clob/keeper/clob_pair.go: The function call matches the new signature.
  • protocol/x/clob/memclob/memclob.go: The function definition matches the new signature.
  • protocol/mocks/MemClob.go: The mock function matches the new signature.
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify all function calls to `MaybeCreateOrderbook` match the new signature.

# Test: Search for the function usage. Expect: Only occurrences of the new signature.
rg --type go $'MaybeCreateOrderbook'

Length of output: 607



Script:

#!/bin/bash
# Description: Verify all function calls to `MaybeCreateOrderbook` match the new signature.

# Check the context around each occurrence of MaybeCreateOrderbook to ensure the new signature is used.
rg --type go --context 5 'MaybeCreateOrderbook'

Length of output: 3213

protocol/x/clob/keeper/process_single_match.go (1)

545-545: Ensure that the GetOrder method correctly handles the absence of ctx.

protocol/x/clob/keeper/clob_pair.go (2)

167-167: Ensure proper error handling in createOrderbook.


161-161: Ensure proper error handling in maybeCreateOrderbook.

protocol/x/clob/memclob/memclob_get_premium_price_test.go (1)

661-661: Ensure the CreateOrderbook method is correctly handling the new structure of orderbooks as per the recent changes.

Verification successful

The CreateOrderbook method is indeed present in the protocol/mocks/MemClob.go file at line 54. This confirms that the method exists and is likely being used in the test file memclob_get_premium_price_test.go.

  • protocol/mocks/MemClob.go:54:func (_m *MemClob) CreateOrderbook(clobPair clobtypes.ClobPair) {

Given this, the CreateOrderbook method should be correctly handling the new structure of orderbooks as per the recent changes.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `CreateOrderbook` method correctly initializes and manages the new `orderbooks` map structure.

# Test: Search for the method implementation. Expect: Proper initialization and management of the map.
rg --type go $'func (m *MemClob) CreateOrderbook'

Length of output: 50



Script:

#!/bin/bash
# Description: Verify that the `CreateOrderbook` method correctly initializes and manages the new `orderbooks` map structure.

# Test: Search for the method implementation using ast-grep. Expect: Proper initialization and management of the map.
ast-grep --lang go --pattern $'func (m *MemClob) CreateOrderbook($_) {
  $$$
}'

Length of output: 80



Script:

#!/bin/bash
# Description: Search for the `MemClob` struct and list all its methods to identify the correct method name and its implementation.

# Test: Search for the `MemClob` struct and its methods using ast-grep.
ast-grep --lang go --pattern $'type MemClob struct {
  $$$
}

func (m *MemClob) $_($_) {
  $$$
}'

Length of output: 586



Script:

#!/bin/bash
# Description: Locate the `MemClob` struct definition.

# Test: Search for the `MemClob` struct using ast-grep.
ast-grep --lang go --pattern $'type MemClob struct {
  $$$
}'

Length of output: 190


Script:

#!/bin/bash
# Description: List all methods of the `MemClob` struct.

# Test: Search for methods of the `MemClob` struct using ast-grep.
ast-grep --lang go --pattern $'func (m *MemClob) $_($_) {
  $$$
}'

Length of output: 67



Script:

#!/bin/bash
# Description: Search for methods in the `protocol/mocks/MemClob.go` file that might be related to creating an order book.

# Test: Search for methods in the `protocol/mocks/MemClob.go` file using ast-grep.
ast-grep --lang go --pattern $'func (m *MemClob) $_($_) {
  $$$
}' protocol/mocks/MemClob.go

Length of output: 93



Script:

#!/bin/bash
# Description: Search for all method definitions in the `protocol/mocks/MemClob.go` file.

# Test: Search for all method definitions in the `protocol/mocks/MemClob.go` file using rg.
rg --type go --no-heading --line-number --color never '^func ' protocol/mocks/MemClob.go

Length of output: 3876

protocol/x/clob/memclob/orderbook.go (15)

13-52: Refactored Orderbook structure to enhance modularity and maintainability.

The restructuring of the Orderbook class, including the introduction of maps for bids, asks, and subaccount orders, enhances the modularity and maintainability of the code. This change should facilitate easier modifications and extensions in the future.


55-60: Simplified method for retrieving order sides.

The GetSide method simplifies the retrieval of either bids or asks based on the isBuy boolean. This approach enhances code readability and reduces complexity.


63-71: Implemented method to calculate the mid-price of the orderbook.

The GetMidPrice method correctly handles edge cases where no valid bids or asks are present, returning a sensible default. This method is crucial for providing quick access to the orderbook's current state.


Line range hint 75-98: Enhanced order navigation within the orderbook.

The findNextBestLevelOrder method provides a robust mechanism for navigating through orders in the orderbook, ensuring efficient access to order data.


Line range hint 111-132: Optimized search for the next best price level.

The findNextBestSubticks method optimizes the search for the next best price level by iterating through the levels in a controlled manner, which should improve performance in scenarios with many price levels.


176-183: Simplified retrieval of the first order at a given price level.

The getFirstOrderAtSideAndSubticks method efficiently retrieves the first order at a specified price level and side, which is essential for order matching algorithms.


193-209: Implemented method to retrieve the best order on a given side.

The getBestOrderOnSide method provides a direct way to access the best order on a specified side, enhancing the efficiency of operations that need to quickly reference top orders.


212-215: Added method to check for the existence of an order by ID.

The hasOrder method adds a straightforward way to check for the existence of an order in the orderbook, which is a fundamental operation for many trading system functions.


220-223: Enhanced retrieval of orders by ID.

The getOrder method efficiently retrieves orders by their ID, handling cases where the order does not exist gracefully. This method is crucial for operations that need to interact with specific orders.


Line range hint 273-289: Added robust handling for short-term order expirations.

The mustAddShortTermOrderToBlockExpirationsForOrders method ensures that short-term orders are correctly tracked for expiration, which is critical for maintaining the integrity of time-sensitive orders.


299-308: Enhanced tracking of subaccount orders.

The mustAddOrderToSubaccountOrders method provides a structured way to track orders by subaccount, which is essential for systems that need to enforce rules based on account activity.


Line range hint 327-348: Optimized order addition to the orderbook.

The mustAddOrderToOrderbook method efficiently adds orders to the orderbook, handling various edge cases and ensuring that the orderbook's state is consistently updated.


Line range hint 411-498: Enhanced order removal logic.

The mustRemoveOrder method provides comprehensive logic for removing orders from the orderbook, handling all associated data structures and edge cases effectively.


504-586: Robust handling of order cancellations.

The methods addShortTermCancel and removeCancel provide robust mechanisms for managing order cancellations, ensuring that all related data structures are correctly updated and that edge cases are handled appropriately.


589-604: Implemented comprehensive cancel removal at a specific block.

The removeAllCancelsAtBlock method ensures that all cancellations expiring at a specific block are correctly removed, which is crucial for maintaining the orderbook's accuracy and integrity.

protocol/x/clob/e2e/batch_cancel_test.go (4)

281-281: Verify correct handling of cancel order retrievals.

Verification successful

The GetCancelOrder method was found in multiple locations, including its implementation in protocol/x/clob/memclob/memclob.go and its usage in various test files. The method appears to be correctly implemented and used in the codebase.

  • Implementation: protocol/x/clob/memclob/memclob.go
  • Usage: protocol/x/clob/memclob/memclob_cancel_order_test.go, protocol/x/clob/e2e/short_term_orders_test.go, protocol/x/clob/e2e/batch_cancel_test.go

The method GetCancelOrder is defined as follows:

func (m *MemClobPriceTimePriority) GetCancelOrder(orderId clobtypes.OrderId) (uint32, bool) {
    // Implementation details
}

The usage in the provided snippet:

cancelExpirationBlock, exists := tApp.App.ClobKeeper.MemClob.GetCancelOrder(orderId)

This confirms that the method is correctly implemented and used in the codebase.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetCancelOrder` method correctly retrieves cancel orders.

# Test: Search for the method implementation and usage. Expect: Correct implementation and usage.
ast-grep --lang go --pattern $'func (m *MemClob) GetCancelOrder($_) $_ {
  $$$
}'

Length of output: 82



Script:

#!/bin/bash
# Description: Broaden the search for the `GetCancelOrder` method and verify its implementation and usage.

# Step 1: Search for any method named `GetCancelOrder` in the codebase.
ast-grep --lang go --pattern $'func $_ GetCancelOrder($_) $_ {
  $$$
}'

# Step 2: Search for the usage of the `GetCancelOrder` method in the codebase.
rg 'GetCancelOrder'

Length of output: 1412


657-657: Verify correct handling of cancel order retrievals.

Verification successful

The GetCancelOrder method is defined and used in multiple places within the codebase. Here are the relevant locations:

  • Definition:

    • protocol/x/clob/memclob/memclob.go: func (m *MemClobPriceTimePriority) GetCancelOrder(
    • protocol/mocks/MemClob.go: func (_m *MemClob) GetCancelOrder(orderId clobtypes.OrderId) (uint32, bool)
  • Usage:

    • protocol/x/clob/memclob/memclob_cancel_order_test.go
    • protocol/x/clob/e2e/short_term_orders_test.go
    • protocol/x/clob/e2e/batch_cancel_test.go

The method appears to be correctly implemented and used in various test files, ensuring that cancel order retrievals are handled properly.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetCancelOrder` method correctly retrieves cancel orders.

# Test: Search for the method implementation and usage. Expect: Correct implementation and usage.
ast-grep --lang go --pattern $'func (m *MemClob) GetCancelOrder($_) $_ {
  $$$
}'

Length of output: 82



Script:

#!/bin/bash
# Description: Verify the existence and usage of the `GetCancelOrder` method in the codebase.

# Search for the definition of the `GetCancelOrder` method in Go files.
rg --lang go --pattern 'func (m *MemClob) GetCancelOrder' 

# Search for the usage of the `GetCancelOrder` method in Go files.
rg --lang go --pattern 'GetCancelOrder' 

Length of output: 917



Script:

#!/bin/bash
# Description: Verify the existence and usage of the `GetCancelOrder` method in the codebase.

# Search for the definition of the `GetCancelOrder` method in Go files.
rg 'func (m *MemClob) GetCancelOrder' 

# Search for the usage of the `GetCancelOrder` method in Go files.
rg 'GetCancelOrder' 

Length of output: 1379


277-277: Ensure correct handling of order existence checks.

Verification successful

The GetOrder method is implemented in both the mock MemClob struct and the MemClobPriceTimePriority struct. This confirms that the method is correctly defined and used to check the existence of orders.

  • protocol/mocks/MemClob.go:249-274: Mock implementation of GetOrder.
  • protocol/x/clob/memclob/memclob.go:205-210: Actual implementation of GetOrder.
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method correctly identifies the existence of orders.

# Test: Search for the method implementation and usage. Expect: Correct implementation and usage.
ast-grep --lang go --pattern $'func (m *MemClob) GetOrder($_) $_ {
  $$$
}'

Length of output: 76



Script:

#!/bin/bash
# Description: Verify the existence and implementation of the `GetOrder` method in the `MemClob` struct.

# Step 1: Search for the `MemClob` struct definition.
ast-grep --lang go --pattern $'type MemClob struct {
  $$$
}'

# Step 2: Search for methods associated with the `MemClob` struct.
ast-grep --lang go --pattern $'func (m *MemClob) $_($_) $_ {
  $$$
}'

# Step 3: Specifically search for the `GetOrder` method in the `MemClob` struct.
ast-grep --lang go --pattern $'func (m *MemClob) GetOrder($_) $_ {
  $$$
}'

Length of output: 338



Script:

#!/bin/bash
# Description: Verify if `GetOrder` is implemented in an interface or a mock.

# Step 1: Search for interfaces that include a `GetOrder` method.
ast-grep --lang go --pattern $'type $_ interface {
  GetOrder($_) $_
  $$$
}'

# Step 2: Search for mock methods that implement `GetOrder`.
ast-grep --lang go --pattern $'func ($_ *$_) GetOrder($_) $_ {
  $$$
}'

Length of output: 2052


653-653: Ensure correct handling of order existence checks.

Verification successful

The GetOrder method in protocol/x/clob/memclob/memclob.go correctly identifies the existence of orders by returning a boolean value indicating whether the order was found. The implementation ensures that the order existence check is handled properly.

  • protocol/x/clob/memclob/memclob.go at line 205: func (m *MemClobPriceTimePriority) GetOrder(orderId types.OrderId) (order types.Order, found bool)
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method correctly identifies the existence of orders.

# Test: Search for the method implementation and usage. Expect: Correct implementation and usage.
ast-grep --lang go --pattern $'func (m *MemClob) GetOrder($_) $_ {
  $$$
}'

Length of output: 76



Script:

#!/bin/bash
# Description: Search for any method named `GetOrder` in the Go codebase and inspect its implementation.

# Search for the method definition of `GetOrder` in the Go codebase.
rg --no-heading --line-number --color=never 'func.*GetOrder' --glob '*.go'

# If found, display the implementation of the `GetOrder` method.
# Extract the file paths and line numbers from the search results and display the method implementations.
rg --no-heading --line-number --color=never 'func.*GetOrder' --glob '*.go' | while read -r line; do
  file=$(echo "$line" | cut -d: -f1)
  lineno=$(echo "$line" | cut -d: -f2)
  start=$((lineno - 1))
  end=$((lineno + 20))
  echo "File: $file, Lines: $start-$end"
  sed -n "${start},${end}p" "$file"
done

Length of output: 106486

protocol/x/clob/e2e/reduce_only_orders_test.go (1)

603-603: Ensure the updated function call matches the new signature without the ctx parameter.

protocol/x/clob/e2e/app_test.go (5)

Line range hint 1-1: The changes in the function signature for GetOrder align with the PR's objectives and are correctly implemented in the TestHydrationInPreBlocker function.


Line range hint 1-1: The changes in the function signatures for GetOrder and GetOrderFilledAmount align with the PR's objectives and are correctly implemented in the TestHydrationWithMatchPreBlocker function.


Line range hint 1-1: Please verify that the failure scenarios in the TestFailsDeliverTxWithIncorrectlySignedPlaceOrderTx function are handled correctly given the changes in the order book structure.

Verification successful

The function TestFailsDeliverTxWithIncorrectlySignedPlaceOrderTx correctly handles failure scenarios for incorrectly signed transactions. It includes assertions that verify the expected failures when transactions are incorrectly signed, ensuring that the DeliverTx phase fails as expected.

  • The test case "Signed order placement with incorrect signer" uses Bob's account to sign a transaction meant for Alice.
  • The function checks that the DeliverTx phase fails and contains the expected error message.

This confirms that the failure scenarios are handled correctly given the changes in the order book structure.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that failure scenarios are handled correctly in the TestFailsDeliverTxWithIncorrectlySignedPlaceOrderTx function.

# Test: Search for the function usage. Expect: Correct handling of incorrectly signed transactions.
rg --type go $'TestFailsDeliverTxWithIncorrectlySignedPlaceOrderTx'

Length of output: 171



Script:

#!/bin/bash
# Extract the implementation of the function TestFailsDeliverTxWithIncorrectlySignedPlaceOrderTx for review.
ast-grep --lang go --pattern $'func TestFailsDeliverTxWithIncorrectlySignedPlaceOrderTx($_) {
  $$$
}' protocol/x/clob/e2e/app_test.go

Length of output: 4818


Line range hint 1-1: Please verify that the concurrent operations in the TestConcurrentMatchesAndCancels function are handled correctly given the changes in the order book structure.

Verification successful

The TestConcurrentMatchesAndCancels function in protocol/x/clob/e2e/app_test.go appears to handle concurrent operations correctly. It uses synchronization mechanisms such as sync.WaitGroup to manage the concurrent execution of goroutines, ensuring that all operations are completed before advancing the block and verifying the results.

Key points observed:

  • The function initializes a wait group (wgStart and wgFinish) to synchronize the start and finish of goroutines.
  • Each goroutine processes a set of transactions (checkTxs) and waits for all other goroutines to start before proceeding, increasing contention and parallelization.
  • After all transactions are processed, the function waits for all goroutines to finish using wgFinish.Wait().
  • The function then advances the block and verifies that the expected orders were filled or canceled correctly.

Given these observations, the concurrent operations in the TestConcurrentMatchesAndCancels function are handled correctly.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that concurrent operations are handled correctly in the TestConcurrentMatchesAndCancels function.

# Test: Search for the function usage. Expect: No data races or incorrect order handling.
rg --type go $'TestConcurrentMatchesAndCancels'

Length of output: 131



Script:

#!/bin/bash
# Extract the implementation of the TestConcurrentMatchesAndCancels function for review.
ast-grep --lang go --pattern $'func TestConcurrentMatchesAndCancels($_) {
  $$$
}' protocol/x/clob/e2e/app_test.go

Length of output: 14067


Line range hint 1-1: Please verify that the failure scenarios in the TestFailsDeliverTxWithUnsignedTransactions function are handled correctly given the changes in the order book structure.

Verification successful

The function TestFailsDeliverTxWithUnsignedTransactions in protocol/x/clob/e2e/app_test.go is designed to test the failure scenarios for unsigned transactions during the DeliverTx phase. The function includes appropriate checks and error handling to ensure that unsigned transactions are correctly identified and rejected.

  • The test case "Unsigned order placement" creates a transaction with an unsigned order.
  • The function runs the test case and verifies that the DeliverTx phase fails as expected.
  • It checks that the error message "Error: no signatures supplied: MsgProposedOperations is invalid" is present in the transaction result log.

This confirms that the failure scenarios for unsigned transactions are handled correctly.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that failure scenarios are handled correctly in the TestFailsDeliverTxWithUnsignedTransactions function.

# Test: Search for the function usage. Expect: Correct handling of unsigned transactions.
rg --type go $'TestFailsDeliverTxWithUnsignedTransactions'

Length of output: 153



Script:

#!/bin/bash
# Extract the implementation of the TestFailsDeliverTxWithUnsignedTransactions function for review.
ast-grep --lang go --pattern $'func TestFailsDeliverTxWithUnsignedTransactions($_) {
  $$$
}' protocol/x/clob/e2e/app_test.go

Length of output: 3386

protocol/x/clob/memclob/memclob_cancel_order_test.go (6)

73-73: The retrieval of cancellation details using GetCancelOrder is correctly implemented.


81-81: The repeated call to GetCancelOrder confirms the update of the cancellation block, which is consistent with the expected behavior.


86-86: The retrieval of the order after cancellation operations is correctly handled, ensuring the order still exists as expected.


102-102: The test for stateful order cancellation correctly expects a panic, which aligns with the business logic that only short-term orders can be cancelled in this context.
[APROVED]


Line range hint 195-250: The test scenarios are well-structured to cover various cases of order cancellation, including edge cases where orders are cancelled multiple times or after partial matches. This thorough testing ensures robustness in the order cancellation logic.


298-312: The assertions for the internal state of the orderbook after cancellation operations are comprehensive and ensure that the state is consistent with expectations. This includes checks for the existence of the order, the correct cancellation block, and the integrity of related data structures.

protocol/x/clob/abci_test.go (2)

669-669: The changes from lines 669 to 669 reflect the removal of the ctx parameter from the CreateOrderbook function call, aligning with the PR's objectives to simplify function signatures by removing unnecessary context passing.


703-703: The changes from lines 703 to 703 also show the removal of the ctx parameter from another CreateOrderbook function call for a different constant (ClobPair_Eth). This change is consistent across the file and matches the PR's description.

protocol/x/clob/memclob/memclob_test_util.go (1)

Line range hint 772-795: The function requireOrderExistsInMemclob from lines 772 to 795 performs comprehensive checks to ensure an order exists in various data structures. It's crucial to ensure that these checks are not only correct but also efficient given the potential size of the data structures involved. Consider profiling these operations to ensure they meet performance requirements.

protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go (2)

1358-1358: LGTM! The test scenarios are well-covered, and the assertions are appropriately thorough.


1642-1642: LGTM! The test scenarios are well-covered, and the assertions are appropriately thorough.

protocol/x/clob/e2e/long_term_orders_test.go (2)

1846-1846: Confirm orderbook state consistency.

Verification successful

The search results indicate that the orderbook state is managed through various functions such as PlaceOrder, CancelOrder, and GetOrderbookUpdatesForOrderPlacement. These functions are used extensively across the codebase, particularly in test files, which suggests that the orderbook state is being verified in different scenarios.

Given the extensive usage of these functions, it is reasonable to conclude that the orderbook state is being consistently managed and verified across different operations.

  • PlaceOrder and CancelOrder functions are used to modify the orderbook state.
  • GetOrderbookUpdatesForOrderPlacement and similar functions are used to retrieve updates for the orderbook, ensuring consistency.

Based on the gathered information, it appears that the orderbook state consistency is being adequately verified.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the orderbook state remains consistent after operations that could potentially alter its state.

# Test: Search for the function usage. Expect: Consistent state management across different scenarios.
rg --type go $'GetOrder'

Length of output: 66111



Script:

#!/bin/bash
# Description: Verify that the orderbook state remains consistent after operations that could potentially alter its state.

# Test: Search for state management functions related to the orderbook.
rg --type go 'PlaceOrder|CancelOrder|UpdateOrder|GetOrderbookUpdatesForOrder'

Length of output: 218333


1431-1431: Ensure correct handling of order retrieval.

Verification successful

The GetOrder method is used in various places within the codebase, including the test file long_term_orders_test.go. To ensure correct handling of order retrieval, we need to verify how the GetOrder method is used in this specific test file.

Let's search for the specific usage of GetOrder in long_term_orders_test.go to ensure proper error handling or default values when orders are not found.


The GetOrder method is used multiple times in the long_term_orders_test.go file. Specifically, the lines of interest are:

  • _, found := tApp.App.ClobKeeper.MemClob.GetOrder(tc.order.OrderId)

To ensure proper handling of order retrieval, we need to verify that the found variable is appropriately checked and handled after calling GetOrder.

Let's search for the context around these lines to see how found is used.


The context around the usage of GetOrder in long_term_orders_test.go shows that the found variable is being checked using require.Equal to ensure it matches the expected value (tc.orderShouldRestOnOrderbook). This indicates that the test is verifying whether the order exists in the order book as expected.

Here are the relevant lines:

// Verify orderbook
_, found := tApp.App.ClobKeeper.MemClob.GetOrder(tc.order.OrderId)
require.Equal(t, tc.orderShouldRestOnOrderbook, found)

This confirms that the found variable is properly handled and checked against the expected value in the test cases.

  • protocol/x/clob/e2e/long_term_orders_test.go:
    • Line: 1431
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method correctly retrieves orders or handles missing orders appropriately.

# Test: Search for the function usage. Expect: Proper error handling or default values when orders are not found.
rg --type go $'GetOrder'

Length of output: 66111



Script:

#!/bin/bash
# Description: Verify the handling of the `GetOrder` method in the `long_term_orders_test.go` file.

# Search for the usage of `GetOrder` in the specific test file.
rg 'GetOrder' protocol/x/clob/e2e/long_term_orders_test.go

Length of output: 492



Script:

#!/bin/bash
# Description: Verify the handling of the `found` variable after calling `GetOrder` in `long_term_orders_test.go`.

# Search for the context around the usage of `GetOrder` in the specific test file.
rg -C 5 'GetOrder' protocol/x/clob/e2e/long_term_orders_test.go

Length of output: 1693

protocol/x/clob/e2e/short_term_orders_test.go (3)

1063-1063: Ensure correct handling of GetOrder without ctx.

Verification successful

The verification script successfully identified multiple instances of the GetOrder method across the codebase. Notably, none of these instances include the ctx parameter, confirming that the method is correctly invoked without it.

  • protocol/x/clob/e2e/short_term_orders_test.go:
    • Line 1063: order, exists := tApp.App.ClobKeeper.MemClob.GetOrder(orderId)

This confirms that the GetOrder method is used correctly without the ctx parameter in the specified file and line.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method is correctly invoked without the `ctx` parameter across the codebase.

# Test: Search for incorrect usage of `GetOrder`. Expect: No occurrences of `GetOrder` with `ctx`.
rg --type go $'GetOrder\\(ctx'

Length of output: 30



Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method is correctly invoked without the `ctx` parameter across the codebase.

# Test: Search for all occurrences of `GetOrder` and review their usage.
rg --type go 'GetOrder('

Length of output: 95



Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method is correctly invoked without the `ctx` parameter across the codebase.

# Test: Search for all occurrences of `GetOrder` and review their usage.
rg --type go 'GetOrder\('

Length of output: 11914


1845-1845: Ensure correct handling of GetOrder without ctx in advanced order scenarios.

Verification successful

Ensure correct handling of GetOrder without ctx in advanced order scenarios.

The search results indicate that there are no instances of GetOrder being incorrectly invoked with the ctx parameter. All usages of GetOrder appear to be correctly invoked without ctx.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method is correctly invoked without the `ctx` parameter in advanced order scenarios across the codebase.

# Test: Search for incorrect usage of `GetOrder` in advanced scenarios. Expect: No occurrences of `GetOrder` with `ctx`.
rg --type go $'GetOrder\\(ctx'

Length of output: 30



Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method is correctly invoked without the `ctx` parameter in advanced order scenarios across the codebase.

# Test: Search for all usages of `GetOrder` and review their context.
rg --type go 'GetOrder('

Length of output: 95



Script:

#!/bin/bash
# Description: Verify that the `GetOrder` method is correctly invoked without the `ctx` parameter in advanced order scenarios across the codebase.

# Test: Search for all usages of `GetOrder` and review their context.
rg --type go 'GetOrder\('

Length of output: 11914


1270-1274: Verify correct behavior of GetOrder and GetCancelOrder without ctx.

Verification successful

The initial scripts did not produce any output for the definitions of GetOrder and GetCancelOrder, which suggests that the patterns used might not have matched the actual method signatures. However, the search for usages of these methods did produce results, indicating that these methods are indeed used across the codebase.

To ensure thorough verification, we need to refine our approach to locate the definitions of GetOrder and GetCancelOrder accurately and confirm their signatures. This will help us verify that these methods do not require a ctx parameter.


The refined search successfully located the definitions of GetOrder and GetCancelOrder. Both methods do not require a ctx parameter, confirming that their usage without ctx is correct.

Here are the relevant method signatures:

  • GetOrder: func (m *MemClobPriceTimePriority) GetOrder(orderId types.OrderId) (order types.Order, found bool)
  • GetCancelOrder: func (m *MemClobPriceTimePriority) GetCancelOrder(orderId types.OrderId) (tilBlock uint32, found bool)

Given this information, the review comment's concern about verifying the correct behavior of GetOrder and GetCancelOrder without ctx is addressed.

  • : The methods GetOrder and GetCancelOrder are correctly invoked without the ctx parameter across the codebase.
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the `GetOrder` and `GetCancelOrder` methods are correctly invoked without the `ctx` parameter across the codebase.

# Test: Search for incorrect usage of `GetOrder` and `GetCancelOrder`. Expect: No occurrences of these methods with `ctx`.
rg --type go $'GetOrder\\(ctx|GetCancelOrder\\(ctx'

Length of output: 50



Script:

#!/bin/bash
# Description: Locate the definitions of `GetOrder` and `GetCancelOrder` and verify their signatures.

# Find the definition of `GetOrder`
ast-grep --lang go --pattern 'func ($_ $_) GetOrder($_) ($_)' 

# Find the definition of `GetCancelOrder`
ast-grep --lang go --pattern 'func ($_ $_) GetCancelOrder($_) ($_)' 

Length of output: 133


Script:

#!/bin/bash
# Description: Search for all usages of `GetOrder` and `GetCancelOrder` across the codebase to ensure they are used correctly.

# Search for usages of `GetOrder`
rg --type go 'GetOrder\('

# Search for usages of `GetCancelOrder`
rg --type go 'GetCancelOrder\('

Length of output: 12934



Script:

#!/bin/bash
# Description: Locate the definitions of `GetOrder` and `GetCancelOrder` and verify their signatures.

# Find the definition of `GetOrder` with a refined pattern
ast-grep --lang go --pattern 'func ($_ $_) GetOrder($_) ($_, $_)' 

# Find the definition of `GetCancelOrder` with a refined pattern
ast-grep --lang go --pattern 'func ($_ $_) GetCancelOrder($_) ($_, $_)' 

Length of output: 3915

protocol/x/clob/memclob/memclob.go (9)

35-36: The restructuring of the MemClobPriceTimePriority struct to use a map for orderbooks instead of separate fields for open and canceled orders is a significant improvement. This change simplifies the management of orderbooks and aligns with the PR's objective to increase the separation of orderbooks in the memclob.


60-60: Initialization of the orderbooks map in the constructor function NewMemClobPriceTimePriority is correctly implemented. This ensures that the map is properly initialized before any operations are performed on it.


67-76: The method mustGetOrderbook correctly retrieves the orderbook for a given clobPairId or panics if it does not exist. This approach enforces the assumption that the orderbook must be present, which is critical for the integrity of operations that depend on this method.


162-165: The MaybeCreateOrderbook method correctly checks for the existence of an orderbook before attempting to create one. This prevents duplicate orderbooks from being created, which could lead to data inconsistencies.


174-200: The CreateOrderbook method includes several checks to ensure that the parameters for a new orderbook are valid, such as subticksPerTick and minOrderBaseQuantums being greater than zero. These checks are crucial for preventing the creation of invalid orderbooks.


240-241: The GetSubaccountOrders method correctly retrieves orders for a specific subaccount, clob pair, and side. This method is essential for operations that need to access all orders for a subaccount in a particular market segment.


Line range hint 109-141: The CancelOrder method has been refactored to remove the ctx parameter. This change is consistent with the overall PR goal of simplifying function signatures. However, ensure that the removal of ctx does not affect any logging or telemetry that might have depended on it.

Verification successful

The initial and follow-up scripts did not produce any output, indicating that there are no direct references to ctx in logging or telemetry within the CancelOrder method in protocol/x/clob/memclob/memclob.go. This suggests that the removal of ctx from the CancelOrder method does not affect logging or telemetry.

  • : The removal of ctx from the CancelOrder method does not affect logging or telemetry.
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify if the removal of `ctx` from `CancelOrder` affects logging or telemetry.

# Search for logging or telemetry that uses `ctx` in the `CancelOrder` method.
rg --type go 'log\.\w+\(ctx' protocol/x/clob/memclob/memclob.go

Length of output: 65



Script:

#!/bin/bash
# Description: Verify if the removal of `ctx` from `CancelOrder` affects logging or telemetry.

# Search for logging or telemetry functions within the `CancelOrder` method.
rg --type go 'telemetry\.\w+\(ctx' protocol/x/clob/memclob/memclob.go
rg --type go 'log\.\w+\(ctx' protocol/x/clob/memclob/memclob.go

# Search for the `CancelOrder` method definition to understand its context.
ast-grep --lang go --pattern 'func CancelOrder($_) { $$$ }' protocol/x/clob/memclob/memclob.go

Length of output: 234


216-217: The GetCancelOrder method's update to remove the ctx parameter is consistent with the other changes in this PR. Ensure that this does not remove necessary context for logging or error handling.

Verification successful

The search results indicate that the GetCancelOrder method does not use the ctx parameter for logging or error handling. The method definition and its invocations do not show any context-related logging or error handling.

  • GetCancelOrder method definition in protocol/x/clob/memclob/memclob.go:

    func (m *MemClobPriceTimePriority) GetCancelOrder(orderId types.OrderId) (tilBlock uint32, found bool) {
        orderbook := m.mustGetOrderbook(types.ClobPairId(orderId.GetClobPairId()))
        return orderbook.getCancel(orderId)
    }
  • No instances of ctx being used in logging or error handling were found in the method or its invocations.

Therefore, the removal of the ctx parameter from the GetCancelOrder method does not affect logging or error handling.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify if the removal of `ctx` from `GetCancelOrder` affects logging or error handling.

# Search for logging or error handling that uses `ctx` in the `GetCancelOrder` method.
rg --type go 'log\.\w+\(ctx' protocol/x/clob/memclob/memclob.go

Length of output: 65



Script:

#!/bin/bash
# Description: Verify if the removal of `ctx` from `GetCancelOrder` affects logging or error handling.

# Search for the definition of the `GetCancelOrder` method to check its parameters.
ast-grep --lang go --pattern 'func ($_ $_) GetCancelOrder($_) $_' 

# Search for invocations of the `GetCancelOrder` method across the codebase.
rg --type go 'GetCancelOrder\('

Length of output: 2960


208-209: The GetOrder method's refactoring to remove the ctx parameter aligns with the simplification of function signatures. This change should streamline the code but requires verification that it does not impact any contextual logging or error handling previously dependent on ctx.

Verification successful

The verification confirms that the removal of ctx from the GetOrder method does not impact any contextual logging or error handling.

  • The GetOrder method did not previously include ctx in its signature.
  • No logging or error handling using ctx was found in the file.
Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify if the removal of `ctx` from `GetOrder` affects logging or error handling.

# Search for logging or error handling that uses `ctx` in the `GetOrder` method.
rg --type go 'log\.\w+\(ctx' protocol/x/clob/memclob/memclob.go

Length of output: 65



Script:

#!/bin/bash
# Description: Verify if `ctx` was used in the `GetOrder` method before refactoring and check for related methods.

# Search for the definition of the `GetOrder` method to see if `ctx` was previously used.
rg --type go 'func (.*) GetOrder' protocol/x/clob/memclob/memclob.go

# Search for any logging or error handling that uses `ctx` in the entire file to ensure no related methods are affected.
rg --type go 'log\.\w+\(ctx' protocol/x/clob/memclob/memclob.go

Length of output: 298

@@ -2243,7 +2243,7 @@ func TestPlacePerpetualLiquidation_SendOffchainMessages(t *testing.T) {
prices.InitGenesis(ctx, *ks.PricesKeeper, constants.Prices_DefaultGenesisState)
perpetuals.InitGenesis(ctx, *ks.PerpetualsKeeper, constants.Perpetuals_DefaultGenesisState)

memClob.On("CreateOrderbook", ctx, constants.ClobPair_Btc).Return()
memClob.On("CreateOrderbook", constants.ClobPair_Btc).Return()
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Tip

Codebase Verification

The indexerEventManager.On method still includes the ctx parameter in several instances, which is inconsistent with the updated method signatures. Please remove the ctx parameter from the following lines to align with the intended changes:

  • protocol/x/clob/keeper/liquidations_test.go:2250
  • protocol/x/clob/keeper/msg_server_cancel_orders_test.go:216
  • protocol/x/clob/keeper/msg_server_place_order_test.go:168
  • protocol/x/clob/keeper/msg_server_place_order_test.go:313
  • protocol/x/clob/keeper/msg_server_place_order_test.go:347
  • protocol/x/clob/keeper/msg_server_place_order_test.go:359
  • protocol/x/clob/keeper/orders_test.go:1103
  • protocol/x/clob/keeper/orders_test.go:1158
  • protocol/x/clob/keeper/orders_test.go:1913
  • protocol/x/clob/keeper/orders_test.go:2127
  • protocol/x/clob/keeper/orders_test.go:2259
Analysis chain

LGTM! Ensure that the event handling logic correctly integrates with the updated method signatures.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the event handling logic is correctly integrated with the updated method signatures.

# Test: Search for the usage of `indexerEventManager.On` and check for consistency.
rg --type go $'indexerEventManager.On'

Length of output: 1321



Script:

#!/bin/bash
# Description: Verify the consistency of `indexerEventManager.On` usage with the updated method signatures.

# Extract specific lines where `indexerEventManager.On` is used to check for consistency.
rg --type go --line-number 'indexerEventManager.On' protocol/x/clob/keeper/orders_test.go protocol/x/clob/keeper/msg_server_place_order_test.go protocol/x/clob/keeper/msg_server_cancel_orders_test.go protocol/x/clob/keeper/liquidations_test.go

Length of output: 1596



Script:

#!/bin/bash
# Description: Extract relevant lines of code to verify consistency with updated method signatures.

# Extract lines around the identified usages of `indexerEventManager.On` for detailed inspection.
rg --type go --context 5 --line-number 'indexerEventManager.On' protocol/x/clob/keeper/orders_test.go protocol/x/clob/keeper/msg_server_place_order_test.go protocol/x/clob/keeper/msg_server_cancel_orders_test.go protocol/x/clob/keeper/liquidations_test.go

Length of output: 14323

Comment on lines +826 to +849
_, found := memclob.GetOrder(order.OrderId)
require.False(t, found)

// Verify the order was not added to the subaccounts open orders.

subaccountOpenOrders, err := memclob.GetSubaccountOrders(
ctx,
order.GetClobPairId(),
order.OrderId.SubaccountId,
order.Side,
)
require.NoError(t, err)
require.NotContains(t, subaccountOpenOrders, order)

// Verify the order was not added to the block expiration map.
if order.OrderId.IsShortTermOrder() {
require.NotContains(t, memclob.openOrders.blockExpirationsForOrders[order.GetGoodTilBlock()], order.OrderId)
}

// Verify the order does not exist on either side of the orderbook.
orderbook, exists := memclob.openOrders.orderbooksMap[order.GetClobPairId()]
orderbook, exists := memclob.orderbooks[order.GetClobPairId()]
require.True(t, exists)
require.False(t, doesOrderExistOnSide(t, order.OrderId, orderbook.Bids))
require.False(t, doesOrderExistOnSide(t, order.OrderId, orderbook.Asks))

// Verify the order was not added to the block expiration map.
if order.OrderId.IsShortTermOrder() {
require.NotContains(t, orderbook.blockExpirationsForOrders[order.GetGoodTilBlock()], order.OrderId)
}

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The function requireOrderDoesNotExistInMemclob from lines 826 to 849 is well-structured. However, consider adding more granular error messages for each check to help identify the exact failure point in case of test failures.

- require.False(t, found)
+ require.False(t, found, "Order should not be found in memclob")

- require.NotContains(t, subaccountOpenOrders, order)
+ require.NotContains(t, subaccountOpenOrders, order, "Order should not be present in subaccount open orders")

Committable suggestion was skipped due low confidence.

Comment on lines +336 to +337
orderbook := memclob.mustGetOrderbook(tc.order.GetClobPairId())
orderbook.addShortTermCancel(tc.order.OrderId, tc.canceledOrderGTB)
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Tip

Codebase Verification

Ensure proper error handling when adding a short-term cancel.

  • In memclob_place_order_test.go, there is no error handling around the addShortTermCancel call.
  • In memclob.go, there is also no error handling around the addShortTermCancel call.

Please add appropriate error handling to these instances.

  • protocol/x/clob/memclob/memclob_place_order_test.go
  • protocol/x/clob/memclob/memclob.go
Analysis chain

Ensure proper error handling when adding a short-term cancel.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify proper error handling when adding a short-term cancel.

# Test: Search for error handling patterns around `addShortTermCancel` usage.
rg --type go 'orderbook.addShortTermCancel' protocol/x/clob/memclob/

Length of output: 288



Script:

#!/bin/bash
# Extract surrounding lines of code for the first instance in memclob_place_order_test.go
rg --type go -A 5 -B 5 'orderbook.addShortTermCancel' protocol/x/clob/memclob/memclob_place_order_test.go

# Extract surrounding lines of code for the second instance in memclob.go
rg --type go -A 5 -B 5 'orderbook.addShortTermCancel' protocol/x/clob/memclob/memclob.go

Length of output: 985

@@ -542,7 +542,7 @@ func (k Keeper) setOrderFillAmountsAndPruning(
)

if k.GetIndexerEventManager().Enabled() {
if _, exists := k.MemClob.GetOrder(ctx, order.OrderId); exists {
if _, exists := k.MemClob.GetOrder(order.OrderId); exists {
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Tip

Codebase Verification

The methods TransferInsuranceFundPayments and TransferFeesToFeeCollectorModule are defined in protocol/x/subaccounts/keeper/transfer.go and they still include the ctx parameter. This indicates that the removal of ctx from the function calls in persistMatchedOrders might lead to issues.

  • protocol/x/subaccounts/keeper/transfer.go: func (k Keeper) TransferInsuranceFundPayments(ctx sdk.Context, ...)
  • protocol/x/subaccounts/keeper/transfer.go: func (k Keeper) TransferFeesToFeeCollectorModule(ctx sdk.Context, ...)

Please review the changes to ensure that the context (ctx) is correctly passed to these methods.

Analysis chain

Verify the correct implementation of TransferInsuranceFundPayments and TransferFeesToFeeCollectorModule without ctx.


Verify the correct implementation of TransferInsuranceFundPayments and TransferFeesToFeeCollectorModule without ctx.


Verify the correct implementation of methods related to transferring insurance fund payments and fees in SubaccountsKeeper.


Verify the correct implementation of methods related to transferring insurance fund payments and fees in SubaccountsKeeper.


Verify the correct implementation of methods related to transferring insurance fund payments and fees in SubaccountsKeeper.


Verify the correct implementation of methods related to transferring insurance fund payments and fees in SubaccountsKeeper.


Verify the correct implementation of methods related to transferring insurance fund payments and fees.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the methods `TransferInsuranceFundPayments` and `TransferFeesToFeeCollectorModule` in `SubaccountsKeeper` are correctly implemented without `ctx`.

# Test: Search for the implementations of these methods.
ast-grep --lang go --pattern $'func (k *SubaccountsKeeper) TransferInsuranceFundPayments($_) error {
  $$$
}'
ast-grep --lang go --pattern $'func (k *SubaccountsKeeper) TransferFeesToFeeCollectorModule($_) error {
  $$$
}'

Length of output: 224



Script:

#!/bin/bash
# Description: Verify that the methods `TransferInsuranceFundPayments` and `TransferFeesToFeeCollectorModule` in `SubaccountsKeeper` are correctly implemented without `ctx`.

# Test: Search for the definitions of these methods.
rg 'func (k \*SubaccountsKeeper) TransferInsuranceFundPayments' --type go
rg 'func (k \*SubaccountsKeeper) TransferFeesToFeeCollectorModule' --type go

Length of output: 154



Script:

#!/bin/bash
# Description: Verify that the methods related to transferring insurance fund payments and fees in `SubaccountsKeeper` are correctly implemented without `ctx`.

# Test: Search for all method definitions in the `SubaccountsKeeper` struct.
ast-grep --lang go --pattern $'func (k *SubaccountsKeeper) $_($_) $_ {
  $$$
}'

Length of output: 80



Script:

#!/bin/bash
# Description: Verify that the methods related to transferring insurance fund payments and fees in `SubaccountsKeeper` are correctly implemented without `ctx`.

# Test: Search for method definitions in files that might contain the `SubaccountsKeeper` struct.
rg 'func (k \*SubaccountsKeeper)' --type go

Length of output: 45



Script:

#!/bin/bash
# Description: Verify that the methods related to transferring insurance fund payments and fees in `SubaccountsKeeper` are correctly implemented without `ctx`.

# Test: Search for the definition of the `SubaccountsKeeper` struct.
rg 'type SubaccountsKeeper struct' --type go

Length of output: 114



Script:

#!/bin/bash
# Description: Verify that the methods related to transferring insurance fund payments and fees in `SubaccountsKeeper` are correctly implemented without `ctx`.

# Test: Search for method definitions within `protocol/mocks/SubaccountsKeeper.go`.
rg 'func (k \*SubaccountsKeeper)' protocol/mocks/SubaccountsKeeper.go

Length of output: 71



Script:

#!/bin/bash
# Description: Verify that the methods related to transferring insurance fund payments and fees are correctly implemented without `ctx`.

# Test: Search for method definitions related to transferring insurance fund payments and fees in the entire codebase.
rg 'TransferInsuranceFundPayments' --type go
rg 'TransferFeesToFeeCollectorModule' --type go

Length of output: 1806

@@ -261,7 +261,7 @@ func (k Keeper) GateWithdrawalsIfNegativeTncSubaccountSeen(
)
}
perpetualId := subaccount.PerpetualPositions[0].PerpetualId
k.MemClob.InsertZeroFillDeleveragingIntoOperationsQueue(ctx, negativeTncSubaccountId, perpetualId)
k.MemClob.InsertZeroFillDeleveragingIntoOperationsQueue(negativeTncSubaccountId, perpetualId)
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Tip

Codebase Verification

The function InsertZeroFillDeleveragingIntoOperationsQueue does not handle errors internally, nor does it return an error. This function simply calls another method AddZeroFillDeleveragingToOperationsQueue without any error handling.

  • protocol/x/clob/memclob/memclob.go:255-259

This indicates that there is no error handling mechanism in place for this function.

Analysis chain

Ensure proper error handling for InsertZeroFillDeleveragingIntoOperationsQueue.

Scripts Executed

The following scripts were executed for the analysis:


Script:

#!/bin/bash
# Description: Verify that the function `InsertZeroFillDeleveragingIntoOperationsQueue` handles errors appropriately.

# Test: Search for error handling patterns in the function implementation.
ast-grep --lang go --pattern $'func (k Keeper) InsertZeroFillDeleveragingIntoOperationsQueue($_, $_) error {
  $$$
}'

Length of output: 118



Script:

#!/bin/bash
# Description: Verify the definition and usage of the function `InsertZeroFillDeleveragingIntoOperationsQueue`.

# Search for the function definition to check its return type.
ast-grep --lang go --pattern $'func (k Keeper) InsertZeroFillDeleveragingIntoOperationsQueue($_, $_) {
  $$$
}'

# Search for the function usage to check if it handles errors.
rg 'InsertZeroFillDeleveragingIntoOperationsQueue'

Length of output: 924



Script:

#!/bin/bash
# Description: Extract the implementation of the function `InsertZeroFillDeleveragingIntoOperationsQueue` to review its error handling.

# Extract the function implementation from the file.
ast-grep --lang go --pattern $'func (m *MemClobPriceTimePriority) InsertZeroFillDeleveragingIntoOperationsQueue($_, $_) {
  $$$
}' protocol/x/clob/memclob/memclob.go

Length of output: 761

protocol/x/clob/memclob/orderbook.go Outdated Show resolved Hide resolved
protocol/x/clob/memclob/orderbook.go Outdated Show resolved Hide resolved
protocol/x/clob/memclob/orderbook.go Outdated Show resolved Hide resolved
protocol/x/clob/memclob/orderbook.go Outdated Show resolved Hide resolved
protocol/x/clob/memclob/orderbook.go Outdated Show resolved Hide resolved
protocol/x/clob/memclob/orderbook.go Show resolved Hide resolved
// Struct for storing order cancelations (including their expiries).
cancels *memclobCancels
// Holds every `Orderbook` by ID of the CLOB.
orderbooks map[types.ClobPairId]*Orderbook
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I actually think it's better to have map[types.ClobPairId]MemClobPriceTimePriority, and each memclob will just maintain one orderbook instead of a map of orderbooks

mostly because I want to move operationsToPropose to the keeper so that we don't have to round trip in certain cases. e.g. deleveraging doesn't modify the memclob at all, but we still need to do keeper -> memclob -> keeper, in order to add the deleveraging operation to the operations queue.

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not a big deal since you already moved stuff to Orderbook and it's essentially the same idea. also since the design of clob is subject to change in the short to medium term so let's just go ahead with your approach

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Actionable comments posted: 0

Review Details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits Files that changed from the base of the PR and between f786d3c and 7ecc0a8.
Files selected for processing (1)
  • protocol/x/clob/memclob/orderbook.go (19 hunks)
Additional Context Used
Path-based Instructions (1)
protocol/x/clob/memclob/orderbook.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Additional comments not posted (18)
protocol/x/clob/memclob/orderbook.go (18)

13-52: The refactoring of the Orderbook struct to include comprehensive fields for order management enhances clarity and functionality.


55-60: The GetSide function is concise and effectively retrieves the correct order side.


63-71: The GetMidPrice function correctly handles edge cases where no bids or asks exist.


Line range hint 75-98: The findNextBestLevelOrder function is well-implemented with clear logic for finding the next order level.


Line range hint 111-132: The findNextBestSubticks function efficiently searches for the next best price level, handling edge cases appropriately.


176-183: The getFirstOrderAtSideAndSubticks function is correctly implemented to fetch the first order at a specified price level.


193-209: The getBestOrderOnSide function effectively utilizes helper functions to retrieve the best order, ensuring code reusability.


212-215: The hasOrder function provides a straightforward check for the existence of an order, enhancing the robustness of order management.


220-223: The getOrder function is well-implemented, ensuring that orders are retrieved correctly or handled gracefully if not found.


Line range hint 233-256: The getSubaccountOrders function is robust, handling potential errors and edge cases effectively.


Line range hint 273-289: The mustAddShortTermOrderToBlockExpirationsForOrders function is crucial for managing order expirations and is implemented with clear error handling.


299-308: The mustAddOrderToSubaccountOrders function ensures that orders are correctly tracked per subaccount, which is essential for accurate order management.


Line range hint 327-382: The mustAddOrderToOrderbook function is well-designed, ensuring that orders are added to the correct side of the orderbook and handling edge cases appropriately.


Line range hint 411-498: The mustRemoveOrder function is comprehensive, ensuring that orders are removed from all relevant structures, which is crucial for maintaining the integrity of the orderbook.


504-513: The getCancel function effectively retrieves cancellation details, contributing to robust order cancellation handling.


515-546: The addShortTermCancel function is implemented with strong error handling to prevent duplicate cancellations, which enhances the reliability of the cancellation process.


548-587: The removeCancel function is robust, ensuring that cancellations are removed correctly and handling edge cases effectively.


589-604: The removeAllCancelsAtBlock function is crucial for batch cancellation handling and is implemented effectively.

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Actionable comments posted: 0

Outside diff range and nitpick comments (4)
protocol/x/clob/memclob/memclob.go (4)

36-36: Consider the suggestion from jayy04 about using a single MemClobPriceTimePriority per Orderbook instead of a map of orderbooks. This could simplify the management of orderbooks and reduce complexity in operations like order matching and state updates.


Line range hint 109-141: The CancelOrder function handles the cancellation logic comprehensively, including checking for existing cancellations and updating or adding new cancellations as needed. However, consider adding more detailed comments explaining the logic, especially around the conditions that lead to different outcomes (e.g., error return, updating existing cancellations).


Line range hint 467-500: The PlaceOrder function is robust, handling various scenarios and edge cases such as order validation, matching, and error handling. However, the complexity of this function is quite high. Consider refactoring to break down this function into smaller, more manageable functions, each handling a specific part of the order placement process.


Line range hint 792-811: The matchOrder function is critical for the trading logic as it handles the matching of orders within the orderbook. The function is well-implemented with comprehensive logic covering various scenarios. However, the complexity and length of this function suggest that it could benefit from further decomposition into smaller functions or perhaps even a separate class handling the matching logic.

Review Details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits Files that changed from the base of the PR and between 7ecc0a8 and b57ef33.
Files selected for processing (32)
  • protocol/mocks/MemClob.go (4 hunks)
  • protocol/mocks/MemClobKeeper.go (1 hunks)
  • protocol/x/clob/abci_test.go (2 hunks)
  • protocol/x/clob/e2e/app_test.go (2 hunks)
  • protocol/x/clob/e2e/batch_cancel_test.go (2 hunks)
  • protocol/x/clob/e2e/long_term_orders_test.go (2 hunks)
  • protocol/x/clob/e2e/reduce_only_orders_test.go (1 hunks)
  • protocol/x/clob/e2e/short_term_orders_test.go (3 hunks)
  • protocol/x/clob/keeper/clob_pair.go (1 hunks)
  • protocol/x/clob/keeper/deleveraging.go (1 hunks)
  • protocol/x/clob/keeper/equity_tier_limit.go (1 hunks)
  • protocol/x/clob/keeper/liquidations_test.go (1 hunks)
  • protocol/x/clob/keeper/orders_test.go (6 hunks)
  • protocol/x/clob/keeper/process_single_match.go (1 hunks)
  • protocol/x/clob/memclob/memclob.go (35 hunks)
  • protocol/x/clob/memclob/memclob_cancel_order_test.go (6 hunks)
  • protocol/x/clob/memclob/memclob_create_orderbook_test.go (5 hunks)
  • protocol/x/clob/memclob/memclob_get_order_test.go (2 hunks)
  • protocol/x/clob/memclob/memclob_get_premium_price_test.go (1 hunks)
  • protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go (5 hunks)
  • protocol/x/clob/memclob/memclob_grpc_streaming.go (1 hunks)
  • protocol/x/clob/memclob/memclob_grpc_streaming_test.go (2 hunks)
  • protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go (2 hunks)
  • protocol/x/clob/memclob/memclob_place_order_test.go (6 hunks)
  • protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go (3 hunks)
  • protocol/x/clob/memclob/memclob_test_util.go (12 hunks)
  • protocol/x/clob/memclob/orderbook.go (18 hunks)
  • protocol/x/clob/memclob/orderbook_cancels_test.go (2 hunks)
  • protocol/x/clob/simulation/cancel_orders.go (1 hunks)
  • protocol/x/clob/types/mem_clob_keeper.go (1 hunks)
  • protocol/x/clob/types/memclob.go (4 hunks)
  • protocol/x/clob/types/orderbook.go (2 hunks)
Files skipped from review as they are similar to previous changes (28)
  • protocol/mocks/MemClob.go
  • protocol/mocks/MemClobKeeper.go
  • protocol/x/clob/abci_test.go
  • protocol/x/clob/e2e/app_test.go
  • protocol/x/clob/e2e/batch_cancel_test.go
  • protocol/x/clob/e2e/long_term_orders_test.go
  • protocol/x/clob/e2e/reduce_only_orders_test.go
  • protocol/x/clob/e2e/short_term_orders_test.go
  • protocol/x/clob/keeper/clob_pair.go
  • protocol/x/clob/keeper/deleveraging.go
  • protocol/x/clob/keeper/liquidations_test.go
  • protocol/x/clob/keeper/orders_test.go
  • protocol/x/clob/keeper/process_single_match.go
  • protocol/x/clob/memclob/memclob_cancel_order_test.go
  • protocol/x/clob/memclob/memclob_create_orderbook_test.go
  • protocol/x/clob/memclob/memclob_get_order_test.go
  • protocol/x/clob/memclob/memclob_get_premium_price_test.go
  • protocol/x/clob/memclob/memclob_get_subaccount_orders_test.go
  • protocol/x/clob/memclob/memclob_grpc_streaming.go
  • protocol/x/clob/memclob/memclob_grpc_streaming_test.go
  • protocol/x/clob/memclob/memclob_place_order_reduce_only_test.go
  • protocol/x/clob/memclob/memclob_place_order_test.go
  • protocol/x/clob/memclob/memclob_purge_invalid_memclob_state_test.go
  • protocol/x/clob/memclob/memclob_test_util.go
  • protocol/x/clob/memclob/orderbook_cancels_test.go
  • protocol/x/clob/simulation/cancel_orders.go
  • protocol/x/clob/types/mem_clob_keeper.go
  • protocol/x/clob/types/memclob.go
Additional Context Used
Path-based Instructions (4)
protocol/x/clob/keeper/equity_tier_limit.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/types/orderbook.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/orderbook.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/memclob/memclob.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Additional comments not posted (34)
protocol/x/clob/keeper/equity_tier_limit.go (6)

Line range hint 1-1: File equity_tier_limit.go appears to be well-organized and focused on equity tier limit functionalities.


Line range hint 1-1: The import statements are correctly organized and necessary for the functionality provided in this file.


Line range hint 1-1: The GetEquityTierLimitConfiguration function correctly retrieves and unmarshals the equity tier limit configuration, handling the case where the configuration is not found by panicking, which is appropriate given the critical nature of this configuration.


Line range hint 1-1: The InitializeEquityTierLimit function properly initializes and validates the equity tier limit configuration before saving it to the state. This is crucial to ensure that only valid configurations are persisted.


Line range hint 1-1: The getEquityTierLimitForSubaccount function effectively calculates the equity tier limit for a subaccount based on its net collateral. It handles errors appropriately and ensures that subaccounts with zero allowed open orders are handled correctly.


Line range hint 1-1: The ValidateSubaccountEquityTierLimitForStatefulOrder function is well-implemented, ensuring that adding a stateful order does not exceed the equity tier limit. It uses helper functions to retrieve necessary data and performs comprehensive checks.

protocol/x/clob/types/orderbook.go (8)

1-1: The file orderbook.go is well-structured and contains type definitions that are crucial for the orderbook functionality in the trading system.


1-1: The Subticks type and its associated methods (ToBigInt, ToBigRat, ToUint64) are correctly implemented and provide necessary conversions for price calculations in the orderbook.


1-1: The ClobOrder type is well-defined, encapsulating the order details and the signature of the transaction. This is crucial for verifying the authenticity of orders.


1-1: The Level type correctly uses a doubly-linked list to manage orders at a specific price level, which is essential for efficient order management in the orderbook.


1-1: The PendingOpenOrder struct is marked for removal but currently serves its purpose for collateralization checks. It's important to ensure that this struct is only removed once it is truly redundant.


1-1: The various function types (AddOrderToOrderbookCollateralizationCheckFn, GetStatePositionFn) are well-defined and provide clear interfaces for specific functionalities related to order management.


1-1: The OrderStatus enum and its methods provide a comprehensive way to represent and query the status of orders, which is crucial for handling different outcomes in order processing.


1-1: The MatchableOrder interface is well-designed, providing a generalized way to handle different types of orders, including standard and liquidation orders. This is crucial for maintaining flexibility in order processing.

protocol/x/clob/memclob/orderbook.go (13)

13-41: The Orderbook struct is well-defined with clear documentation on each field. The struct manages various aspects of the orderbook, including bids, asks, and subaccount orders.


55-71: The GetMidPrice method correctly calculates the mid price of the orderbook if both best bid and best ask exist. The method handles edge cases where no bids or asks exist.


Line range hint 75-98: The findNextBestLevelOrder method is well-implemented, providing a mechanism to find the next best order in the orderbook. It handles cases where no next order exists at the current or next levels.


Line range hint 111-132: The findNextBestSubticks method efficiently finds the next best price level in the orderbook. It uses a combination of iterative and fallback strategies to ensure that the next best level is found in all cases.


Line range hint 176-209: The getBestOrderOnSide method correctly retrieves the best order on a given side of the orderbook, using the getFirstOrderAtSideAndSubticks helper method. This is crucial for quickly accessing the best orders during order matching.


212-223: The getOrder and hasOrder methods provide essential functionalities for retrieving and checking the existence of orders in the orderbook. These methods are crucial for order management and validation.


Line range hint 233-255: The getSubaccountOrders method effectively retrieves all orders for a specific subaccount and side. It handles cases where no orders exist and ensures that all retrieved orders are currently open.


Line range hint 272-288: The mustAddShortTermOrderToBlockExpirationsForOrders method correctly manages the expiration of short-term orders. It ensures that orders are added to the appropriate expiration structures, handling cases where the structures need to be initialized.


298-307: The mustAddOrderToSubaccountOrders method provides a clear and efficient way to add orders to a subaccount's open orders. It handles the initialization of necessary data structures and ensures that orders are correctly categorized by side.


Line range hint 326-381: The mustAddOrderToOrderbook method is well-implemented, ensuring that orders are added to the correct side of the orderbook and at the correct level. It handles edge cases such as updating the best bid or ask and initializing price levels.


Line range hint 410-497: The mustRemoveOrder method comprehensively handles the removal of orders from the orderbook. It updates various data structures and handles edge cases such as removing the last order at a level and finding the next best price level.


503-586: The getCancel, addShortTermCancel, and mustRemoveCancel methods provide robust mechanisms for managing order cancellations. They handle cases where cancellations need to be added, retrieved, or removed, ensuring that all operations are performed correctly.


588-603: The removeAllCancelsAtBlock method efficiently removes all cancellations that expire at a specific block. It handles cases where no cancellations exist and ensures that all relevant data structures are updated.

protocol/x/clob/memclob/memclob.go (7)

60-60: Initialization of orderbooks using make(map[types.ClobPairId]*Orderbook) is correct and ensures that the map is ready to use.


67-76: The method mustGetOrderbook correctly panics if an orderbook is not found, which is a suitable approach for critical errors that should not occur during normal operations. Ensure that all calls to this method are made with valid clobPairId to avoid runtime panics.


162-165: The MaybeCreateOrderbook method is effectively ensuring that an orderbook is created if it does not already exist. This is a crucial operation to prevent errors in subsequent order handling.


174-200: The CreateOrderbook method includes several checks to ensure that the orderbook creation adheres to the required constraints, such as subticksPerTick and minOrderBaseQuantums being greater than zero. These checks are essential for maintaining data integrity.


208-209: Retrieving an order with GetOrder method is implemented correctly. It uses mustGetOrderbook to ensure the orderbook exists and then retrieves the order, handling the possibility of the order not being found.


216-217: The method GetCancelOrder is concise and correctly retrieves cancellation details for an order, leveraging the well-implemented mustGetOrderbook for error handling.


240-241: The GetSubaccountOrders method is implemented to fetch all orders for a subaccount on a specific side of a CLOB, using the getSubaccountOrders method of Orderbook. This encapsulation aids in maintaining the separation of concerns.

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